+52.3%
TXN vs TOST
-49.0%
+101.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.5% |
| 7D | +2.2% | -0.9% | +3.1% | +2.3% |
| 30D | -9.5% | -3.5% | -6.0% | -9.1% |
| 3M | -10.5% | +38.1% | -48.7% | -15.7% |
| 6M | +35.4% | +9.9% | +25.5% | +31.5% |
| YTD | +51.8% | -6.3% | +58.0% | +51.1% |
| 1Y | +42.9% | -18.3% | +61.3% | +45.7% |
| 3Y | +71.3% | +59.7% | +11.6% | +51.0% |
| All | +52.3% | -49.0% | +101.3% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TOST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling